Online Multivariate Changepoint Detection: Leveraging Links With Computational Geometry

The increasing volume of data streams poses significant computational challenges for detecting changepoints online. Likelihood-based methods are effective, but their straightforward implementation becomes impractical online. We develop two online algorithms that exactly calculate the likelihood ratio test for a single changepoint in p-dimensional data streams by leveraging fascinating connections with computational geometry. Our first algorithm is straightforward and empirically quasi-linear. The second is more complex but provably quasi-linear: $\mathcal{O}(n\log(n)^{p+1})$ for $n$ data points. Through simulations, we illustrate, that they are fast and allow us to process millions of points within a matter of minutes up to $p=5$.Comment: 31 pages,15 figure

Convex Hulls of Curves: Volumes and Signatures

Taking the convex hull of a curve is a natural construction in computational geometry. On the other hand, path signatures, central in stochastic analysis, capture geometric properties of curves, although their exact interpretation for levels larger than two is not well understood. In this paper, we study the use of path signatures to compute the volume of the convex hull of a curve. We present sufficient conditions for a curve so that the volume of its convex hull can be computed by such formulae. The canonical example is the classical moment curve, and our class of curves, which we call cyclic, includes other known classes such as $d$-order curves and curves with totally positive torsion. We also conjecture a necessary and sufficient condition on curves for the signature volume formula to hold. Finally, we give a concrete geometric interpretation of the volume formula in terms of lengths and signed areas.Comment: 15 pages, 5 figures. Comments are welcome

A Moving Boundary Flux Stabilization Method for Cartesian Cut-Cell Grids using Directional Operator Splitting

An explicit moving boundary method for the numerical solution of time-dependent hyperbolic conservation laws on grids produced by the intersection of complex geometries with a regular Cartesian grid is presented. As it employs directional operator splitting, implementation of the scheme is rather straightforward. Extending the method for static walls from Klein et al., Phil. Trans. Roy. Soc., A367, no. 1907, 4559-4575 (2009), the scheme calculates fluxes needed for a conservative update of the near-wall cut-cells as linear combinations of standard fluxes from a one-dimensional extended stencil. Here the standard fluxes are those obtained without regard to the small sub-cell problem, and the linear combination weights involve detailed information regarding the cut-cell geometry. This linear combination of standard fluxes stabilizes the updates such that the time-step yielding marginal stability for arbitrarily small cut-cells is of the same order as that for regular cells. Moreover, it renders the approach compatible with a wide range of existing numerical flux-approximation methods. The scheme is extended here to time dependent rigid boundaries by reformulating the linear combination weights of the stabilizing flux stencil to account for the time dependence of cut-cell volume and interface area fractions. The two-dimensional tests discussed include advection in a channel oriented at an oblique angle to the Cartesian computational mesh, cylinders with circular and triangular cross-section passing through a stationary shock wave, a piston moving through an open-ended shock tube, and the flow around an oscillating NACA 0012 aerofoil profile.Comment: 30 pages, 27 figures, 3 table

Mechanistic and pathological study of the genesis, growth, and rupture of abdominal aortic aneurysms

Postprint (published version

On pore-scale modeling and simulation of reactive transport in 3D geometries

Pore-scale modeling and simulation of reactive flow in porous media has a range of diverse applications, and poses a number of research challenges. It is known that the morphology of a porous medium has significant influence on the local flow rate, which can have a substantial impact on the rate of chemical reactions. While there are a large number of papers and software tools dedicated to simulating either fluid flow in 3D computerized tomography (CT) images or reactive flow using pore-network models, little attention to date has been focused on the pore-scale simulation of sorptive transport in 3D CT images, which is the specific focus of this paper. Here we first present an algorithm for the simulation of such reactive flows directly on images, which is implemented in a sophisticated software package. We then use this software to present numerical results in two resolved geometries, illustrating the importance of pore-scale simulation and the flexibility of our software package.Comment: 15 pages, 6 figure